A test for normality based on the empirical characteristic function

Peter Hall; A. H. Welsh

doi:10.1093/biomet/70.2.485

A test for normality based on the empirical characteristic function

Peter Hall^*
, A. H. Welsh

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

28 Citations (Scopus)

Abstract

We present a simple test for normality against the alternative that the underlying distribution is long tailed. The test is based on the behaviour of the empirical characteristic function in the neighbourhood of the origin, and is very competitive with several well-known tests for normality.

Original language	English
Pages (from-to)	485-489
Number of pages	5
Journal	Biometrika
Volume	70
Issue number	2
DOIs	https://doi.org/10.1093/biomet/70.2.485
Publication status	Published - Aug 1983

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title = "A test for normality based on the empirical characteristic function",

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year = "1983",

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KW - Empirical characteristic function

KW - Power

KW - Test for normality.

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DO - 10.1093/biomet/70.2.485

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A test for normality based on the empirical characteristic function

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